+19.8%
DDOG vs VG
+47.2%
-27.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -7.7% | -6.7% | -14.1% |
| 7D | -32.2% | -16.4% | -15.8% | -31.8% |
| 30D | -31.7% | -10.8% | -20.9% | -31.3% |
| 3M | -34.5% | -6.3% | -28.2% | -33.8% |
| 6M | +28.7% | -12.5% | +41.2% | +30.3% |
| YTD | +38.8% | +76.9% | -38.1% | +31.3% |
| 1Y | +19.8% | +51.8% | -32.0% | +16.8% |
| All | +19.8% | +47.2% | -27.4% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling